-16.6%
TLT vs SLB
-16.2%
-0.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | -7.1% | +7.2% | -0.4% |
| 30D | +6.2% | +4.1% | +2.1% | +6.5% |
| 3M | +0.1% | -2.6% | +2.7% | 0.0% |
| 6M | -3.0% | -8.6% | +5.6% | -3.4% |
| YTD | -2.7% | +32.2% | -34.9% | -0.1% |
| 1Y | -4.8% | +40.7% | -45.5% | -1.7% |
| 3Y | +6.9% | -4.5% | +11.4% | +7.5% |
| 5Y | -34.5% | +66.4% | -100.8% | -29.1% |
| All | -16.6% | -16.2% | -0.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling